Splitting algorithms for rare events of semimartingale reflecting Brownian motions (Q5084494)
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scientific article; zbMATH DE number 7547879
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| English | Splitting algorithms for rare events of semimartingale reflecting Brownian motions |
scientific article; zbMATH DE number 7547879 |
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Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions (English)
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24 June 2022
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semimartingale reflecting Brownian motions
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rare event simulations
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particle splitting algorithms
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large deviation principle
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variational problems
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subsolutions
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0.8037538528442383
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0.7888427972793579
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0.7730626463890076
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0.7703866958618164
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0.7667715549468994
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